AVWAP retrace rate: 5d: 71.38% | 10d: 77.92%
21 EMA retrace rate: 5d: 50.55% | 10d: 59.85%
Gap closure rate: 5d: 66.72% | 10d: 73.99%
| Year | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2013 | 3110 | 72.03 | 5.35 | 65.56 | 1.90 | 54.24 | 1.19 |
| 2014 | 4647 | 73.42 | 5.92 | 68.78 | 2.20 | 54.79 | 1.21 |
| 2015 | 7154 | 76.21 | 6.27 | 68.83 | 2.21 | 49.94 | 1.00 |
| 2016 | 8057 | 71.73 | 5.01 | 65.32 | 1.88 | 48.21 | 0.93 |
| 2017 | 4219 | 73.69 | 6.03 | 68.38 | 2.16 | 58.38 | 1.40 |
| 2018 | 8250 | 72.18 | 5.49 | 69.55 | 2.28 | 46.93 | 0.88 |
| 2019 | 5838 | 71.03 | 5.18 | 64.25 | 1.80 | 55.40 | 1.24 |
| 2020 | 33256 | 67.92 | 4.29 | 62.11 | 1.64 | 48.48 | 0.94 |
| 2021 | 14790 | 76.65 | 6.84 | 73.50 | 2.77 | 56.27 | 1.29 |
| 2022 | 23020 | 69.44 | 3.73 | 67.55 | 2.08 | 50.51 | 1.02 |
| 2023 | 9298 | 71.51 | 4.99 | 65.34 | 1.88 | 49.48 | 0.98 |
| 2024 | 8050 | 65.42 | 3.40 | 58.42 | 1.41 | 48.26 | 0.93 |
| 2025 | 8604 | 79.07 | 7.05 | 76.85 | 3.32 | 47.54 | 0.91 |
| Year | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2013 | 3110 | 77.27 | 6.99 | 71.51 | 2.51 | 63.09 | 1.71 |
| 2014 | 4647 | 79.90 | 8.28 | 76.09 | 3.18 | 64.64 | 1.83 |
| 2015 | 7154 | 81.03 | 8.17 | 74.67 | 2.95 | 58.50 | 1.41 |
| 2016 | 8057 | 79.67 | 7.39 | 75.02 | 3.00 | 60.52 | 1.53 |
| 2017 | 4219 | 79.59 | 8.26 | 74.52 | 2.92 | 66.13 | 1.95 |
| 2018 | 8250 | 78.93 | 7.80 | 75.84 | 3.14 | 61.66 | 1.61 |
| 2019 | 5838 | 76.69 | 6.65 | 70.50 | 2.39 | 63.33 | 1.73 |
| 2020 | 33256 | 74.15 | 5.47 | 69.23 | 2.25 | 56.37 | 1.29 |
| 2021 | 14790 | 82.65 | 9.71 | 79.99 | 4.00 | 67.00 | 2.03 |
| 2022 | 23020 | 77.75 | 5.75 | 76.22 | 3.21 | 59.40 | 1.46 |
| 2023 | 9298 | 77.37 | 6.53 | 71.97 | 2.57 | 59.04 | 1.44 |
| 2024 | 8050 | 73.34 | 4.98 | 68.55 | 2.18 | 58.19 | 1.39 |
| 2025 | 8604 | 83.67 | 9.37 | 81.90 | 4.53 | 54.18 | 1.18 |
| Gap Size | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2-3% | 53212 | 73.19 | 5.06 | 77.42 | 3.43 | 55.68 | 1.26 |
| 3-4% | 31055 | 73.46 | 5.11 | 71.31 | 2.49 | 55.09 | 1.23 |
| 4-5% | 17951 | 74.05 | 5.58 | 66.40 | 1.98 | 53.52 | 1.15 |
| 5-6% | 10635 | 73.49 | 5.64 | 62.07 | 1.64 | 49.27 | 0.97 |
| 6-7% | 6915 | 71.12 | 5.36 | 55.13 | 1.23 | 42.18 | 0.73 |
| 7-8% | 4851 | 66.36 | 4.38 | 47.60 | 0.91 | 37.13 | 0.59 |
| 8-9% | 3246 | 65.80 | 4.31 | 44.15 | 0.79 | 35.24 | 0.54 |
| 9-10% | 2344 | 63.87 | 3.98 | 40.10 | 0.67 | 34.47 | 0.53 |
| 10-12% | 2716 | 60.13 | 3.56 | 33.69 | 0.51 | 27.21 | 0.37 |
| 12-15% | 2165 | 54.92 | 2.98 | 26.14 | 0.35 | 23.46 | 0.31 |
| 15-20% | 1417 | 50.46 | 2.39 | 19.97 | 0.25 | 16.94 | 0.20 |
| 20%+ | 1786 | 30.46 | 0.86 | 7.95 | 0.09 | 9.18 | 0.10 |
| Gap Size | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2-3% | 53212 | 79.62 | 7.07 | 83.11 | 4.92 | 65.09 | 1.86 |
| 3-4% | 31055 | 79.39 | 6.94 | 78.29 | 3.61 | 64.26 | 1.80 |
| 4-5% | 17951 | 80.27 | 7.77 | 74.77 | 2.96 | 63.08 | 1.71 |
| 5-6% | 10635 | 79.37 | 7.71 | 70.80 | 2.43 | 59.54 | 1.47 |
| 6-7% | 6915 | 77.38 | 7.40 | 64.25 | 1.80 | 52.19 | 1.09 |
| 7-8% | 4851 | 73.26 | 6.06 | 56.85 | 1.32 | 46.22 | 0.86 |
| 8-9% | 3246 | 72.61 | 5.92 | 53.73 | 1.16 | 44.92 | 0.82 |
| 9-10% | 2344 | 72.78 | 5.75 | 50.34 | 1.01 | 42.41 | 0.74 |
| 10-12% | 2716 | 71.83 | 5.31 | 45.88 | 0.85 | 36.12 | 0.57 |
| 12-15% | 2165 | 67.67 | 4.39 | 39.21 | 0.65 | 31.50 | 0.46 |
| 15-20% | 1417 | 60.06 | 3.33 | 28.72 | 0.40 | 24.21 | 0.32 |
| 20%+ | 1786 | 36.23 | 1.04 | 11.31 | 0.13 | 11.65 | 0.13 |
Total expected P&L 5d: $37,506,946 | 10d: $42,099,702